Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.519229 0.580286 0.648471 0.730813 0.828299 0.940969 1.082417
2025-01-05 0.447609 0.524042 0.615230 0.733706 0.886096 1.079169 1.348473
2025-01-12 0.394430 0.477805 0.582306 0.725979 0.923504 1.193818 1.607666
2025-01-19 0.345467 0.429121 0.537898 0.694059 0.920332 1.250121 1.796879
2025-01-26 0.320049 0.407212 0.524657 0.700643 0.969636 1.388534 2.146461
2025-02-02 0.299823 0.389589 0.514413 0.708845 1.021142 1.539360 2.562902
2025-02-09 0.278726 0.368378 0.496283 0.702024 1.046693 1.651285 2.944900
2025-02-16 0.263473 0.353902 0.486139 0.705633 1.089117 1.801239 3.461156
2025-02-23 0.243737 0.331140 0.461200 0.682005 1.079802 1.850713 3.771525
2025-03-02 0.224848 0.308235 0.434051 0.651547 1.053286 1.859884 3.987535
2025-03-09 0.215820 0.299559 0.428363 0.656757 1.093927 2.018140 4.675470
2025-03-16 0.211744 0.298099 0.433897 0.681934 1.177225 2.292448 5.874054
2025-03-23 0.204468 0.291429 0.430858 0.692321 1.234845 2.530543 7.171932
2025-03-30 0.197105 0.284084 0.426020 0.698716 1.285277 2.768060 8.705049
2025-04-06 0.188478 0.274105 0.415845 0.693636 1.309360 2.943430 10.177363
2025-04-13 0.176819 0.258464 0.394719 0.664827 1.274049 2.938095 10.775245
2025-04-20 0.171601 0.253232 0.391555 0.671731 1.325045 3.212544 13.300357
2025-04-27 0.166947 0.248649 0.389161 0.679884 1.380790 3.526411 16.706871
2025-05-04 0.160639 0.240881 0.380403 0.673683 1.398808 3.720362 19.718022
2025-05-11 0.156082 0.235878 0.376389 0.677233 1.443507 4.033339 24.727872
2025-05-18 0.148533 0.225294 0.361273 0.654976 1.413849 4.047792 26.776154
2025-05-25 0.140632 0.213780 0.343825 0.626199 1.362155 3.958504 27.476712
2025-06-01 0.137365 0.210293 0.341453 0.631157 1.407900 4.300426 35.355434